#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/StochasticProcess.h>
#pragma unmanaged 
#include <ql\experimental\processes\extouwithjumpsprocess.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Math;
using namespace Cephei::QL;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Experimental { namespace Processes {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IExtOUWithJumpsProcess
	public ref class CExtOUWithJumpsProcess  : 
            public CStochasticProcess,
            public Cephei::QL::Experimental::Processes::IExtOUWithJumpsProcess
	{
	protected: 
		boost::shared_ptr<QuantLib::ExtOUWithJumpsProcess>* _ppExtOUWithJumpsProcess;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::ExtOUWithJumpsProcess>* _phExtOUWithJumpsProcess;
#endif
		Object^ _ExtOUWithJumpsProcessOwner;     // reference to object that manages the storage for this object
	internal:
		CExtOUWithJumpsProcess (Cephei::QL::Experimental::Processes::IExtendedOrnsteinUhlenbeckProcess^ process, Double Y0, Double beta, Double jumpIntensity, Double eta);
        CExtOUWithJumpsProcess (boost::shared_ptr<QuantLib::ExtOUWithJumpsProcess>& childNative, Object^ owner);
        CExtOUWithJumpsProcess (QuantLib::ExtOUWithJumpsProcess& childNative, Object^ owner);
        CExtOUWithJumpsProcess (CExtOUWithJumpsProcess^ copy);
        CExtOUWithJumpsProcess (PLATFORM::Type^ t);
#ifdef STRUCT
        CExtOUWithJumpsProcess (QuantLib::ExtOUWithJumpsProcess childNative);
#endif       
#ifdef HANDLE
		CExtOUWithJumpsProcess (QuantLib::Handle<QuantLib::ExtOUWithJumpsProcess>& childNative, Object^ owner);
		CExtOUWithJumpsProcess (QuantLib::Handle<QuantLib::ExtOUWithJumpsProcess> childNative);
#endif
		virtual ~CExtOUWithJumpsProcess ();
		!CExtOUWithJumpsProcess ();

	internal:
		QuantLib::ExtOUWithJumpsProcess& GetReference ();
		boost::shared_ptr<QuantLib::ExtOUWithJumpsProcess>& GetShared ();
		QuantLib::ExtOUWithJumpsProcess* GetPointer ();
        void SetExtOUWithJumpsProcess (boost::shared_ptr<QuantLib::ExtOUWithJumpsProcess> native)
        {
            if (_ppExtOUWithJumpsProcess != NULL)
                delete _ppExtOUWithJumpsProcess;
            _ppExtOUWithJumpsProcess = new boost::shared_ptr<QuantLib::ExtOUWithJumpsProcess> (native);
            SetStochasticProcess (boost::dynamic_pointer_cast<QuantLib::StochasticProcess> (*_ppExtOUWithJumpsProcess));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::ExtOUWithJumpsProcess>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Double Beta 
        {
		    virtual Double get () ;
        }
        property Double Eta 
        {
		    virtual Double get () ;
        }
        property UInt64 Factors 
        {
		    virtual UInt64 get () ;
        }
        property Cephei::QL::Experimental::Processes::IExtendedOrnsteinUhlenbeckProcess^ GetExtendedOrnsteinUhlenbeckProcess 
        {
		    virtual Cephei::QL::Experimental::Processes::IExtendedOrnsteinUhlenbeckProcess^ get () ;
        }
        property Double JumpIntensity 
        {
		    virtual Double get () ;
        }
        property UInt64 Size 
        {
		    virtual UInt64 get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Experimental::Processes::IExtOUWithJumpsProcess^>::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Processes::IExtOUWithJumpsProcess::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Processes::IExtOUWithJumpsProcess_Factory::typeid)]
	public ref class CExtOUWithJumpsProcess_Factory sealed : public IExtOUWithJumpsProcess_Factory
	{
	public:
        virtual IExtOUWithJumpsProcess^ Create (Cephei::QL::Experimental::Processes::IExtendedOrnsteinUhlenbeckProcess^ process, Double Y0, Double beta, Double jumpIntensity, Double eta);
    };
   
/*Cephei*/ } /*QL*/ } /*Experimental*/ } /*Processes */}
